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Oksendal, B., Uboe, J. and Zhang, T.S. (1996) Stochastic Partial Differential Equations-A Modeling, White Noise Functional Approach. Birkhauser, Boston.

has been cited by the following article:

• TITLE: A Generalization of the Clark-Ocone Formula

  AUTHORS: Mahmmoud Salih, Sulieman Jomah

  KEYWORDS: White Noise, Malliavin Calculus, Wick Product, Brownian Motion

  JOURNAL NAME: Journal of Applied Mathematics and Physics, Vol.6 No.7, July 19, 2018

  ABSTRACT: In this paper, we use a white noise approach to Malliavin calculus to prove the generalization of the Clark-Ocone formula , where E[F] denotes the generalized expectation, is the (generalized) Malliavin derivative, ◊is the Wick product and W(t) is the 1-dimensional Gaussian white noise.